+84.5%
CTVA vs LSCC
+118.1%
-33.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.4% | -10.6% | -1.2% |
| 7D | -1.0% | +14.5% | -15.4% | -2.3% |
| 30D | -8.7% | -0.1% | -8.7% | -8.9% |
| 3M | +6.4% | -2.7% | +9.0% | +6.2% |
| 6M | -1.9% | -4.8% | +2.9% | -2.7% |
| YTD | +21.5% | +66.9% | -45.3% | +11.2% |
| 1Y | +24.3% | +85.8% | -61.6% | +12.0% |
| All | +84.5% | +118.1% | -33.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling